+259.3%
XLF vs AMP
+2,089.3%
-1,830.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.3% | -1.0% | -0.3% | -0.7% |
| 3M | +9.1% | +23.2% | -14.1% | -4.2% |
| 6M | +14.4% | +20.4% | -6.0% | +1.4% |
| YTD | +5.1% | +13.6% | -8.6% | -3.9% |
| 1Y | +8.6% | +13.4% | -4.7% | -0.9% |
| 3Y | +74.4% | +66.5% | +7.9% | +23.1% |
| 5Y | +64.4% | +120.2% | -55.9% | -4.9% |
| 10Y | +251.6% | +576.5% | -324.9% | -9.1% |
| All | +259.3% | +2,089.3% | -1,830.1% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling